VPN in Opera is very useful and great. But the only improvement I think would be in order is implementing extra modes to use VPN in. Currently it's either ON everywhere or OFF everywhere. I think that implementing a "ON on a list of sites" or "OFF on a list of sites" option would benefit both the user experience (faster speed on sites you don't need VPN on, while still enjoying security for the sites you want VPN on) and the opera devs (currently more often than not I just leave VPN ON like https://en.finevpn.org/ (available in opera adds_ all the time, resulting in a serious amount of traffic for your servers, while I only find a portion of that traffic really useful, rest is waste).